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Add Concentration and stock returns : Australian evidence

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Add Estimating the diffusion coefficient function for a diversified world stock index

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Add Modelling co-movements and tail dependency in the international stock market via copulae

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Add Modelling spot price dependence in Australian electricity markets with applications to risk management

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Add Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index

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Author/Creator
  • Platen, Eckhard (3)
  • Rendek, Renata (1)
Subject Keyword
  • Diversified world stock index (2)
  • Diffusion coefficient function (1)
  • Expected shortfall (1)
  • Kernel density (1)
  • Nonparametric estimation (1)
  • Square root process (1)
  • Student-t distribution (1)
  • Time-varying copula (1)
  • Value-at-Risk (1)
  • competition (1)
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  • journal article (3)
  • conference paper abstract (2)
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